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We consider the computation of two normal forms for matrices over the univariate polynomials: the Popov form and the Hermite form. For matrices which are square and nonsingular, deterministic algorithms with satisfactory cost bounds are…

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

We describe the resolvent approach for the rigorous study of the mescoscopic regime of Hermitian matrix spectra. We present results reflecting the universal behavior of the smoothed density of eigenvalue distribution of large random…

We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…

We consider random hermitian matrices made of complex blocks. The symmetries of these matrices force them to have pairs of opposite real eigenvalues, so that the average density of eigenvalues must vanish at the origin. These densities are…

Models of disorder with a direction (constant imaginary vector-potential) are considered. These non-Hermitian models can appear as a result of computation for models of statistical physics using transfer matrix technique or describe…

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

Given any fixed $N \times N$ positive semi-definite diagonal matrix $G\ge 0$ we derive the explicit formula for the density of complex eigenvalues for random matrices $A$ of the form $A=U\sqrt{G}$} where the random unitary matrices $U$ are…

Let $f(t_1,\ldots,t_n)$ be a nondegenerate integral quadratic form. We analyze the asymptotic behavior of the function $D_f(X)$, the number of integers of absolute value up to $X$ represented by $f$. When $f$ is isotropic or $n$ is at least…

A Bohemian matrix family is a set of matrices all of whose entries are drawn from a fixed, usually discrete and hence bounded, subset of a field of characteristic zero. Originally these were integers -- hence the name, from the acronym…

This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…

We introduce and carefully study a natural probability measure over the numerical range of a complex matrix $A \in M_n(\C)$. This numerical measure $\mu_A$ can be defined as the law of the random variable $<AX,X> \in \C$ when the vector $X…

In the paper, we study the asymptotic distribution of real algebraic integers of fixed degree as their naive height tends to infinity. Let $I \subset \mathbb{R}$ be an arbitrary bounded interval, and $Q$ be a sufficiently large number. We…

We propose necessary and sufficient conditions for an integer matrix to be decomposable in terms of its Hermite normal form. Specifically, to each integer matrix of maximal row rank without columns of zeros, we associate a symmetric whole…

We study limit distributions of independent random matrices as well as limit joint distributions of their blocks under normalized partial traces composed with classical expectation. In particular, we are concerned with the ensemble of…

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

We study the induced spherical ensemble of non-Hermitian matrices with real quaternion entries (considering each quaternion as a $2\times 2$ complex matrix). We define the ensemble by the matrix probability distribution function that is…

Random matrices arise in many mathematical contexts, and it is natural to ask about the properties that such matrices satisfy. If we choose a matrix with integer entries at random, for example, what is the probability that it will have a…